+352.4%
SPGI vs HWM
+1,135.2%
-782.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -0.6% |
| 7D | +2.6% | -2.4% | +5.0% | +2.9% |
| 30D | +19.3% | -13.3% | +32.5% | +22.7% |
| 3M | +15.5% | -31.0% | +46.5% | +24.9% |
| 6M | +18.3% | -17.1% | +35.5% | +22.1% |
| YTD | -3.8% | -1.9% | -1.9% | -5.4% |
| 1Y | +1.3% | -2.4% | +3.8% | -0.3% |
| 3Y | +33.6% | +322.2% | -288.6% | -11.6% |
| 5Y | +13.2% | +509.8% | -496.7% | -32.3% |
| 10Y | +346.3% | +1,453.8% | -1,107.5% | +112.5% |
| All | +352.4% | +1,135.2% | -782.8% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling